Anic Equity¶

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Total return since start: 0.555 %¶

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Equity now: -----------------------------> 47496.3 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46098.31 Kr¶

PnL: ---------------------------------------> -790.26 Kr¶

DD now: ---------------------------------> -2.331 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 16:44:34.760934'

Anic Portfolio¶

Today¶

Return: 0.394 %¶

This Week¶

Return: -0.87 %¶

Total¶

Return: 55.491 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -0.160000 3105.000000 178.000000 6.080000 2927.000000
HEBA B 70 1.140000 2803.500000 167.500000 6.350000 2636.000010
HMS Networks 2 -0.350000 788.000000 115.000000 17.090000 673.000000
Nordea Bank Abp 29 0.930000 3515.960000 61.960000 1.790000 3453.999992
Samhällsbyggnadsbo. i Norden B 20 4.670000 408.000000 53.000000 14.930000 355.000000
MedCap 2 0.430000 465.000000 44.000000 10.450000 421.000000
Corem Property Group B 59 2.660000 614.780000 37.780000 6.550000 576.999999
Resurs Holding 22 2.740000 610.060000 36.060000 6.280000 573.999998
SAAB B 8 -0.910000 3412.000000 35.000000 1.040000 3377.000000
Boozt 12 0.500000 1680.000000 26.000000 1.570000 1653.999996
Swedbank A 3 2.340000 589.350000 25.350000 4.490000 564.000000
AcadeMedia 12 0.500000 581.520000 24.520000 4.400000 557.000004
Intrum 4 0.180000 545.800000 18.800000 3.570000 527.000000
Securitas B 6 2.080000 588.120000 18.120000 3.180000 570.000000
OEM International B 7 0.000000 546.000000 18.000000 3.410000 527.999997
Eastnine 4 0.480000 506.400000 15.400000 3.140000 491.000000
Samhällsbyggnadsbo. i Norden D 12 3.990000 256.560000 10.560000 4.290000 246.000000
Norva24 Group 16 -0.120000 553.280000 10.280000 1.890000 543.000000
Fastighetsbolag. Emilshus Pref 21 -0.730000 571.200000 9.200000 1.640000 562.000005
Coor Service Management Hold. 8 0.900000 540.400000 8.400000 1.580000 532.000000
Creaspac SPAC 6 0.520000 583.800000 6.800000 1.180000 577.000002
Karnov Group 9 0.170000 540.900000 4.900000 0.910000 536.000004
Handelsbanken A 5 0.230000 541.250000 -4.750000 -0.870000 546.000000
International Petroleum Corp. 5 4.440000 576.500000 -18.070000 -3.040000 594.565215
Midsona B 63 -1.000000 562.590000 -20.410000 -3.500000 582.999984
CTEK 13 -4.210000 508.300000 -25.700000 -4.810000 533.999999
Essity B 2 -2.480000 535.600000 -38.400000 -6.690000 574.000000
Vivesto 1368 0.000000 554.040000 -58.960000 -9.620000 612.999432
Essity A 4 -2.190000 1074.000000 -75.000000 -6.530000 1149.000000
Sampo Oyj SDB 7 0.370000 3773.000000 -77.000000 -2.000000 3850.000000
Fasadgruppen Group 35 1.550000 3668.000000 -143.000000 -3.750000 3810.999990
Beijer Electronics Group 26 -0.370000 2792.400000 -178.600000 -6.010000 2971.000006
OX2 18 1.780000 1443.600000 -220.400000 -13.250000 1663.999992
Axfood 13 0.520000 3486.600000 -269.400000 -7.170000 3756.000001
Ovzon 52 0.000000 2776.800000 -585.200000 -17.410000 3361.999992
TOTAL 46098.310000 -790.260000 -2.33106% 46888.564618

Updated:¶

'2023-01-27 16:44:48.120572'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶